+1,077.0%
UNP vs SSNC
+1,023.6%
+53.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +4.2% | +2.3% | +1.9% | +3.3% |
| 30D | +5.6% | -3.1% | +8.7% | +6.7% |
| 3M | +2.0% | -2.7% | +4.8% | +2.8% |
| 6M | +15.4% | +23.7% | -8.3% | +5.2% |
| YTD | +32.7% | -8.0% | +40.8% | +34.8% |
| 1Y | +39.4% | -4.7% | +44.1% | +39.5% |
| 3Y | +54.3% | +58.0% | -3.7% | +25.0% |
| 5Y | +39.6% | +8.0% | +31.7% | +29.3% |
| 10Y | +288.9% | +183.8% | +105.0% | +143.8% |
| All | +1,077.0% | +1,023.6% | +53.5% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling